-13.2%
WDAY vs CTVA
+49.4%
-62.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +2.8% |
| 7D | +1.8% | -20.8% | +22.6% | +3.9% |
| 30D | +4.1% | -29.6% | +33.7% | +7.7% |
| 3M | -4.8% | -16.9% | +12.1% | -4.2% |
| 6M | +68.6% | -24.3% | +92.9% | +71.7% |
| YTD | -8.5% | -5.6% | -2.9% | -12.0% |
| 1Y | -12.1% | -4.2% | -7.9% | -15.8% |
| 3Y | -13.2% | +43.3% | -56.5% | -22.6% |
| All | -13.2% | +49.4% | -62.6% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CTVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling